+102.0%
MDLZ vs CAPR
-68.2%
+170.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.9% | +10.1% | +0.2% |
| 7D | +2.2% | +7.6% | -5.5% | +2.2% |
| 30D | +10.1% | +13.3% | -3.1% | +10.1% |
| 3M | +9.1% | +130.4% | -121.3% | +8.8% |
| 6M | +10.0% | -70.8% | +80.8% | +10.1% |
| YTD | +26.8% | -69.3% | +96.1% | +26.9% |
| 1Y | +22.5% | +59.5% | -37.0% | +20.9% |
| 3Y | +5.3% | +216.8% | -211.5% | +2.5% |
| 5Y | +21.4% | +152.7% | -131.3% | +18.0% |
| 10Y | +102.0% | -68.2% | +170.3% | +92.3% |
| All | +102.0% | -68.2% | +170.3% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling